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Stein and CAPM estimators of the means in asset allocation
Grauer, Robert R. - In: International review of financial analysis 4 (1995) 1, pp. 35-66
Persistent link: https://www.econbiz.de/10001201560
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Co-movements of sector index returns in the world's major stock markets in bull and bear markets : portfolio diversification implications
Meriç, İlhan; Ratner, Mitchell; Meriç, Gülser - In: International review of financial analysis 17 (2008) 1, pp. 156-177
Persistent link: https://www.econbiz.de/10003765315
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Mercados de bonos internacionales y la introducción del euro
Kool, Clemens - In: Boletín / Centro de Estudios Monetarios Latinoamericanos 46 (2000) 6, pp. 264-278
Persistent link: https://www.econbiz.de/10001569300
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International bond markets and the introduction of the euro
Kool, Clemens - In: Review / Federal Reserve Bank of St. Louis 82 (2000) 5, pp. 41-56
Persistent link: https://www.econbiz.de/10001526133
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The international government bond markets : an overview and analysis of the world's leading public debt markets
Jones, Frank Joseph; Fabozzi, Frank J. - 1992
Persistent link: https://www.econbiz.de/10013548499
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The international diversification puzzle is worse than you think
Baxter, Marianne - In: The American economic review 87 (1997) 1, pp. 170-180
Persistent link: https://www.econbiz.de/10001218700
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The human capital of stockholders and the international diversification puzzle
Palacios-Huerta, Ignacio - In: Journal of international economics 54 (2001) 2, pp. 309-331
Persistent link: https://www.econbiz.de/10001589624
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Minimising value-at-risk in a portfolio optimisation problem using a multi-objective genetic algorithm
Alfaro-Cid, Eva; Baixouli-Soler, J. Samuel; … - In: International journal of risk assessment and management … 15 (2011) 5/6, pp. 453-477
Persistent link: https://www.econbiz.de/10009487198
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A linear model for tracking error minimization
Rudolf, Markus - In: Journal of banking & finance 23 (1999) 1, pp. 85-103
Persistent link: https://www.econbiz.de/10001253534
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International Illiquidity
Malkhozov, Aytek; Mueller, Philippe; Vedolin, Andrea; … - 2017
We build a parsimonious international asset pricing model in which deviations of government bond yields from a fitted yield curve of a country measure the tightness of investors' capital constraints. We compute these measures at daily frequency for six major markets and use them to test the...
Persistent link: https://www.econbiz.de/10014122253